I installed the game when in my mac I had installed Yosemite, and I was able to play it with no problems. After updating to El Capitain the games first told me to download X11 framework, as it is not installed with El Capitan, so I installed XQuartz, but after that I just receive an error while lunching the game and I can't play it anymore.
I've formatted the MAC later, and even with a clean installation of the OS and the game it still doesn't work... Any ideas?

You have to either disable SIP OR manually update the game's wrapper.

While the first solution is easier, the second one is recommended for security reasons.

Try this guide: agreeordie.com/how-to-fix-gog-fallout-1-and-2-on-osx-after-yosemite-broke-them/